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docs: draft unified market data standard and shared access design - #678
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Co-Authored-By: Codex <noreply@openai.com>
Co-Authored-By: Codex <noreply@openai.com>
Co-Authored-By: Codex <noreply@openai.com>
Rewrite the standard and access-layer design in plain English and replace the per-file inventory with a summary table of consumer counts and findings.
Pigbibi
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October 15, 2026 04:39
Pigbibi
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October 15, 2026 04:40
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Proposes one market-data vocabulary for QuantPlatformKit and the repositories that consume it. Documentation only; no code or configuration changes.
docs/market-data-standard.md: per-market primary and fallback sources, mandatoryprice_basis(raw_unadjusted,split_adjusted,split_dividend_adjusted,total_return_index), the Alpaca Basic plan rule (SIP end bound at least 16 minutes before now, IEX kept as a separate source), sessions and trading calendars, corporate actions, data fingerprints (source_digest,content_digest,manifest_digest), synthetic-history labels, and configurable sources, cache and storage paths.docs/market-data-access-layer-design.md: a small shared contract on top of existing QPK modules, themarket_dataconfig schema, the acquisition and cache flow, and a migration order in which each consumer moves in its own PR and live trading consumers go last.docs/market-data-inventory.md: summary of a static scan of 25 repositories (393 consumers, 30 findings), with per-repository counts by migration wave and one line per finding.Status: proposal for review. Not adopted by any consumer.